PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
RUN vs. SPWR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

RUN vs. SPWR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sunrun Inc. (RUN) and SunPower Corporation (SPWR). The values are adjusted to include any dividend payments, if applicable.

-100.00%-50.00%0.00%50.00%100.00%JuneJulyAugustSeptemberOctoberNovember
-13.40%
-95.65%
RUN
SPWR

Returns By Period


RUN

YTD

-49.62%

1M

-35.78%

6M

-16.82%

1Y

-11.62%

5Y (annualized)

-7.64%

10Y (annualized)

N/A

SPWR

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y (annualized)

N/A

10Y (annualized)

N/A

Fundamentals


RUNSPWR
Market Cap$2.29B$21.55M
EPS-$1.75-$1.30
PEG Ratio0.450.02
Total Revenue (TTM)$2.04B$356.91M
Gross Profit (TTM)$662.35M$10.71M
EBITDA (TTM)-$313.79M-$83.50M

Key characteristics


RUNSPWR

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Correlation

-0.50.00.51.00.6

The correlation between RUN and SPWR is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Risk-Adjusted Performance

RUN vs. SPWR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sunrun Inc. (RUN) and SunPower Corporation (SPWR). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for RUN, currently valued at -0.16, compared to the broader market-4.00-2.000.002.004.00-0.16-0.62
The chart of Sortino ratio for RUN, currently valued at 0.41, compared to the broader market-4.00-2.000.002.004.000.41-1.79
The chart of Omega ratio for RUN, currently valued at 1.05, compared to the broader market0.501.001.502.001.050.72
The chart of Calmar ratio for RUN, currently valued at -0.16, compared to the broader market0.002.004.006.00-0.16-0.98
The chart of Martin ratio for RUN, currently valued at -0.48, compared to the broader market0.0010.0020.0030.00-0.48-1.43
RUN
SPWR

Rolling 12-month Sharpe Ratio-0.500.000.50JuneJulyAugustSeptemberOctoberNovember
-0.16
-0.62
RUN
SPWR

Dividends

RUN vs. SPWR - Dividend Comparison

Neither RUN nor SPWR has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

RUN vs. SPWR - Drawdown Comparison


-100.00%-95.00%-90.00%-85.00%-80.00%JuneJulyAugustSeptemberOctoberNovember
-89.75%
-99.77%
RUN
SPWR

Volatility

RUN vs. SPWR - Volatility Comparison

Sunrun Inc. (RUN) has a higher volatility of 41.97% compared to SunPower Corporation (SPWR) at 0.00%. This indicates that RUN's price experiences larger fluctuations and is considered to be riskier than SPWR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%20.00%40.00%60.00%80.00%100.00%120.00%JuneJulyAugustSeptemberOctoberNovember
41.97%
0
RUN
SPWR

Financials

RUN vs. SPWR - Financials Comparison

This section allows you to compare key financial metrics between Sunrun Inc. and SunPower Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items